We've got some pretty big centipedes around here, and they're one of very few animals I slaughter ruthlessly without remorse. I have a hammer for the express purpose of braining them. Fuckers don't need an excuse to bite you, they just do. And, they love bedsheets, clothes, etc. Ironically, we also have house centipedes, and they get a pass. They're hideous, sure, but anything that eats cockroach eggs (another one I kill without remorse) is A-OK in my book.
Sorry to tell you that my particular location is pretty much irrelevant. Centipedes and roaches are just about everywhere. The further north you go, the safer you are.